Characterization of the tangent space of monotone transport plans in ${\R}\times{\R}$ with prescribed first projection

Autor: Sedjro, Marc, Westdickenberg, Michael
Rok vydání: 2014
Předmět:
Druh dokumentu: Working Paper
Popis: We provide a complete description of the tangent space of the cone of monotone plans in $\R\times \R$ with prescribed first projection. We show that elements of this tangent space are essentially made of two simple building-block types of measures.
Databáze: arXiv